Is cross-validation valid for small-sample microarray classification?

• Published in: Bioinformatics Vol. 20; no. 3; pp. 374 - 380
• Main Authors: Braga-Neto, Ulisses M., Dougherty, Edward R.
• Format: Journal Article
• Language: English
• Published: Oxford Oxford University Press 12.02.2004; Oxford Publishing Limited (England)
• Subjects: Algorithms; Benchmarking - methods; Biological and medical sciences; Breast Neoplasms - diagnosis; Breast Neoplasms - genetics; Classification; Computer Simulation; Fundamental and applied biological sciences. Psychology; Gene Expression Profiling - methods; General aspects; Genetic Predisposition to Disease - genetics; Genetic Testing - methods; Humans; Mathematics in biology. Statistical analysis. Models. Metrology. Data processing in biology (general aspects); Models, Genetic; Models, Statistical; Oligonucleotide Array Sequence Analysis - methods; Pattern Recognition, Automated; Reproducibility of Results; Sample Size; Sensitivity and Specificity; Design; Human; Estimation error; Error estimation; Simulation; Classification; Bootstrap; Small sample; Malignant tumor; Result
• ISSN: 1367-4803; 1367-4811; 1460-2059; 1367-4811
• DOI: 10.1093/bioinformatics/btg419

Motivation: Microarray classification typically possesses two striking attributes: (1) classifier design and error estimation are based on remarkably small samples and (2) cross-validation error estimation is employed in the majority of the papers. Thus, it is necessary to have a quantifiable understanding of the behavior of cross-validation in the context of very small samples. Results: An extensive simulation study has been performed comparing cross-validation, resubstitution and bootstrap estimation for three popular classification rules—linear discriminant analysis, 3-nearest-neighbor and decision trees (CART)—using both synthetic and real breast-cancer patient data. Comparison is via the distribution of differences between the estimated and true errors. Various statistics for the deviation distribution have been computed: mean (for estimator bias), variance (for estimator precision), root-mean square error (for composition of bias and variance) and quartile ranges, including outlier behavior. In general, while cross-validation error estimation is much less biased than resubstitution, it displays excessive variance, which makes individual estimates unreliable for small samples. Bootstrap methods provide improved performance relative to variance, but at a high computational cost and often with increased bias (albeit, much less than with resubstitution). Availability and Supplementary information: A companion web site can be accessed at the URL http://ee.tamu.edu/~edward/cv_paper. The companion web site contains: (1) the complete set of tables and plots regarding the simulation study; (2) additional figures; (3) a compilation of references for microarray classification studies and (4) the source code used, with full documentation and examples.